Extreme value volatility estimators and realized volatility of Istanbul stock exchange : evidence from emerging market
Hakkı Öztürk, Ümit Erol & Aslı Yüksel
| Year of publication: |
August 2016
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|---|---|
| Authors: | Öztürk, Hakkı ; Erol, Umit ; Yüksel, Aslı |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 8, p. 71-83
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| Subject: | realized volatility | extreme value estimators | forecasting | EGARCH | efficiency | Volatilität | Volatility | Kapitaleinkommen | Capital income | Türkei | Turkey | Prognoseverfahren | Forecasting model | Schätzung | Estimation | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n8p71 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556036